+55.9%
FROG vs KIM
+154.3%
-98.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +35.3% | -0.4% | +35.8% | +35.4% |
| 7D | +7.0% | +4.1% | +2.9% | +6.1% |
| 30D | +2.9% | +16.8% | -13.9% | -0.5% |
| 3M | +21.6% | +5.7% | +15.9% | +20.0% |
| 6M | +87.7% | +9.7% | +78.0% | +83.0% |
| YTD | +61.7% | +30.2% | +31.4% | +50.2% |
| 1Y | +113.7% | +32.1% | +81.6% | +97.8% |
| 3Y | +267.7% | +58.6% | +209.1% | +223.5% |
| 5Y | +158.8% | +31.2% | +127.6% | +131.9% |
| All | +55.9% | +154.3% | -98.4% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling